Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.628 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49716.69 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43674.52 Kr¶

PnL: ---------------------------------------> -1201.06 Kr¶

DD now: ---------------------------------> -6.407 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 12:21:24.960239'

Anic Portfolio¶

Today¶

Return: 0.281 %¶

This Week¶

Return: -2.039 %¶

Total portfolio value¶

Return including deposits: 62.76 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.180000 1517.280000 94.280000 6.630000 1423.000014
Nederman Holding 1 -3.790000 203.000000 4.000000 2.010000 199.000000
Hennes & Mauritz B 6 -0.990000 915.960000 3.960000 0.430000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
JM 7 0.820000 947.800000 -2.200000 -0.230000 950.000002
ASSA ABLOY B 4 -0.080000 988.000000 -5.000000 -0.500000 993.000000
Atrium Ljungberg B 5 0.390000 897.500000 -6.500000 -0.720000 904.000000
Biotage 1 -1.270000 140.200000 -8.800000 -5.910000 149.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
Gränges 10 0.690000 1025.000000 -14.000000 -1.350000 1039.000000
OX2 12 -1.320000 894.600000 -14.400000 -1.580000 909.000000
Vitrolife 3 0.820000 662.400000 -14.600000 -2.160000 677.000001
Eastnine 6 -2.190000 642.000000 -15.000000 -2.280000 657.000000
AcadeMedia 20 -0.820000 962.000000 -16.000000 -1.640000 978.000000
Bufab 3 0.000000 1059.600000 -16.400000 -1.520000 1076.000001
BioGaia B 8 0.820000 887.200000 -16.800000 -1.860000 904.000000
Latour B 4 -1.230000 837.600000 -18.400000 -2.150000 856.000000
Vitec Software Group B 2 -1.900000 1084.000000 -20.000000 -1.810000 1104.000000
Investor B 3 -0.210000 636.300000 -21.700000 -3.300000 657.999999
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
SKF B 5 0.870000 956.750000 -23.250000 -2.370000 980.000000
Sandvik 4 0.680000 824.000000 -24.000000 -2.830000 848.000000
Addnode Group B 7 -1.420000 875.000000 -30.000000 -3.310000 904.999998
Sagax B 4 -1.890000 851.600000 -33.400000 -3.770000 885.000000
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Hoist Finance 36 0.370000 975.600000 -35.400000 -3.500000 1010.999988
Hexatronic Group 15 -1.120000 1032.900000 -38.100000 -3.560000 1071.000000
Byggmax Group 33 -0.850000 927.960000 -39.040000 -4.040000 966.999990
EQT 4 -2.120000 831.200000 -41.800000 -4.790000 873.000000
Platzer Fastigheter Holding B 12 -0.130000 907.200000 -43.800000 -4.610000 951.000000
Orrön Energy 170 -2.730000 1998.350000 -47.650000 -2.330000 2045.999980
Catena 2 -0.050000 756.000000 -50.000000 -6.200000 806.000000
HEXPOL B 8 -4.500000 899.200000 -57.800000 -6.040000 957.000000
Hexagon B 26 -0.690000 3360.500000 -59.500000 -1.740000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 1.160000 2594.700000 -388.880000 -13.030000 2983.577733
TOTAL 43674.520000 -1201.060000 -6.40745% 44875.578016

Updated:¶

'2023-06-21 12:21:42.115947'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶